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Robust Estimation With the Skew T(2) Distribution
(Isoss Publ, 2013)In this paper, a skew extension of the Student's t distribution with two degrees of freedom is used to model data sets that have skewness and heavy-tails. Its parameters are estimated using two different approaches based ... -
Robust estimation with the skew t2 distribution
(2013)In this paper, a skew extension of the Student's t distribution with two degrees of freedom is used to model data sets that have skewness and heavy-tails. Its parameters are estimated using two different approaches based ...